I can't tell if this is bait or not, but I'll bite.
If you remember from previous episodes, it's shown that Shu and Kai were working together for years. I'm pretty sure you would become a pain in the ass if the person you considered your closest friend and ally practically backstabbed you.
Second, Back Arrow literally said he doesn't remember anything except that he came from beyond the wall. Like he doesn't even understand the concept of villages if you remember. He kind of has no choice but to go with the flow until he can get beyond the wall imo. He is a stranger in a strange land.
Not only that, but Arrow still has plenty of time to develop as a character. I heard this series is going on for 2 seasons (roughly 24-26 episodes) and director Taniguchi has done a lot in that time, as evidenced with his other directorial works, Gun X Sword and Code Geass.
I mean, I probably just have a lot more patience than you, but that's just my take.
Overall, I am still going to watch it. I enjoy mecha animes but everything in this anime just seems so lighthearted. The betrayal was expected (at least for me) and I was slowly getting annoyed at how proudly and often he was saying I am beyond the wall despite knowing how everyone is against that. I was going into this anime wanting something like Aldnoah Zero or Darling in the Franxx and having the same quality animation in fights as in like JUJUTSU or SAO Alicization, but that is definitely not the case. I guess I was just expecting more than glittering pretty boys in unitards fighting their owner. This anime also just feels more episodic rather than an arc.
I also enjoy a ton of mecha anime, but I think I've had more experience with more lighthearted series and I think the reason why you're more frustrated with it than I am is because you went in with different expectations than me.
To tell you about mine, I was excited for this series because it was by Taniguchi, the director of Gun X Sword, which I thought was a very fun mecha anime. GxS is what I call "Fun Taniguchi", unlike say...Code Geass or Aldnoah Zero, it's a different beast altogether. It starts out being very episodic in nature until maybe...around the halfway point. During this time, it builds up the cast and you get to know the characters, be a little funny...and when it picks up, oh boy, it becomes serious. At least that was the case for GxS. Honestly, I would recommend you more wait a few weeks and watch multiple episodes at once because of that. Or at least watch GxS so you have a better idea of what you're getting into.
But, I can understand that the episodic structure isn't for everyone. To be honest, the episodic nature was a major problem I had with Scryed, another Taniguchi work, where I barely remember what the plot was, but I had fun with it anyway.
Though I thought the animation in the fights was great. Eh, to each their own I guess.